Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,734 EUR | 506,734 EUR | 97.95% | 97.95% |
19/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,461 EUR | 508,461 EUR | 99.90% | 99.90% |
18/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,509 EUR | 509,509 EUR | 100.00% | 100.00% |
15/11/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,320 EUR | 512,320 EUR | 100.00% | 100.00% |
14/11/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,724 EUR | 513,724 EUR | 100.00% | 100.00% |
13/11/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,102 EUR | 516,102 EUR | 100.00% | 100.00% |
12/11/2024 | 0.77% | 103.50 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,508 EUR | 522,508 EUR | 100.00% | 100.00% |
11/11/2024 | 0.77% | 103.40 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,565 EUR | 520,565 EUR | 100.00% | 100.00% |
08/11/2024 | 0.77% | 103.70 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,493 EUR | 521,493 EUR | 100.00% | 100.00% |
07/11/2024 | 0.77% | 103.80 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,528 EUR | 519,528 EUR | 99.23% | 99.23% |